Open Access
February 2019 Optimal rates of statistical seriation
Nicolas Flammarion, Cheng Mao, Philippe Rigollet
Bernoulli 25(1): 623-653 (February 2019). DOI: 10.3150/17-BEJ1000

Abstract

Given a matrix, the seriation problem consists in permuting its rows in such way that all its columns have the same shape, for example, they are monotone increasing. We propose a statistical approach to this problem where the matrix of interest is observed with noise and study the corresponding minimax rate of estimation of the matrices. Specifically, when the columns are either unimodal or monotone, we show that the least squares estimator is optimal up to logarithmic factors and adapts to matrices with a certain natural structure. Finally, we propose a computationally efficient estimator in the monotonic case and study its performance both theoretically and experimentally. Our work is at the intersection of shape constrained estimation and recent work that involves permutation learning, such as graph denoising and ranking.

Citation

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Nicolas Flammarion. Cheng Mao. Philippe Rigollet. "Optimal rates of statistical seriation." Bernoulli 25 (1) 623 - 653, February 2019. https://doi.org/10.3150/17-BEJ1000

Information

Received: 1 January 2017; Revised: 1 August 2017; Published: February 2019
First available in Project Euclid: 12 December 2018

zbMATH: 07007219
MathSciNet: MR3892331
Digital Object Identifier: 10.3150/17-BEJ1000

Keywords: Adaptation , matrix estimation , minimax estimation , permutation learning , shape constraints , statistical seriation

Rights: Copyright © 2019 Bernoulli Society for Mathematical Statistics and Probability

Vol.25 • No. 1 • February 2019
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